Estimation and control with bounded data uncertainties

DOI10.1016/S0024-3795(98)10129-5MaRDI QIDQ1124761zbMATH OpenFDO

Authors Ali H. Sayed, S. Chandrasekaran, Vitor Heloiz Nascimento

Publication date 28 November 1999

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0024-3795(98)10129-5

bounded data uncertainties control strategies estimation image processing least-square design quadratic control design

Computing methodologies for image processing (68U10) Geometric methods (93B27) (H^infty)-control (93B36) Design techniques (robust design, computer-aided design, etc.) (93B51) Control/observation systems with incomplete information (93C41)

Review text

The aim of the paper is to describe estimation and control strategies for models with bounded data uncertainties (BDU), and to develop for them new design criteria based on new cost functions. The proposed methods for BDU estimation and BDU control are based on constrained game-type formulations that allow to incorporate into the problem statement a priori information about bounds on the sizes of the uncertainties. As a result, the effect of uncertainties is not unnecessarily over-emphasized beyong what is implied by the a priori bounds, permitting to avoid overly conservative as well as overly sensitive designs. A special feature of the new proposed formulations of BDU estimation and control techniques is that they are using geometric and linear algebra arguments for the well-known classical quadratic-cost designs. The obtained framework provides attractive algorithms for computing the optimal solutions with the same computational effort as for standard least-squares solutions. Several interesting examples from various disciplines illustrate the proposed BDU estimation and control; a quadratic control design, a \({\mathcal H}_\infty\) control design, a total least-square design, image restoration, image separation, and co-channel interface cancellation.

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